quant-pricer-cpp
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quant::BarrierSpec Struct Reference

#include <barrier.hpp>

Public Attributes

double B
 
double rebate {0.0}
 
BarrierType type
 

Member Data Documentation

◆ B

double quant::BarrierSpec::B

◆ rebate

double quant::BarrierSpec::rebate {0.0}

◆ type

BarrierType quant::BarrierSpec::type

The documentation for this struct was generated from the following file: